Assistant Manager / Bank Officer, Liquidity Risk

Responsibilities

• Assist the Head in implementing and maintaining a consistent framework on liquidity risk and / or interest rate risk of Banking Book (“IRRBB”) management and control process.
• Assist the Head in establishing and reviewing liquidity risk and / or IRRBB policies which are in line with the group practices.
• Prepare, monitor and analyze liquidity risk and / or IRRBB reports (e.g. LCR, NSFR, MCO and / or IRRBB) and ensure all exposures be properly captured in ALM system
• Develop user requirement in liquidity risk and / or IRRBB for system enhancement and participate in system acceptance tests as assigned
• Responsible for ICAAP in the area of liquidity risk and / or IRRBB including relevant ICAAP stress tests
• Work with Head Office to review the behavioralisation models applied in measuring liquidity risk, IRRBB or FTP
• Assist in preparing presentation materials for monthly ALCO and quarterly RMC meetings

Qualifications

• Bachelor degree or above in Risk Management, Finance, Business or related disciplines
• At least 3 years of relevant working experience in banking industry
• Holder of TMA / FRM / CFA membership is preferred
• Possess qualifications of ECF-TM would be an advantage
• Sound knowledge in ALM system and familiar with SQL
• Good communication and analytical skills
• Fresh graduates are also welcome and will be considered as Bank Officer